French uniform blue and Union blue are very dark - bordering on black.  I use Testors Dark Sea Blue (or equivalent) and add a touch of flat black to it.  Easy on the black; it doesn't take much.

Vallejo Dark Prussian Blue will work for the blouse/sack coat, shell jacket  or frock coat. Highlighting this should be very subtle since these were woolen and had no reflectance to speak of. Shading can be done in black. Faded dark blue could go towards a purple shade.

Andrea's Union Blue is a good match for the sky blue for trousers and great coats. Intermediate blue from Vallejo looks about right. Also, ModelMasters gray blue (or blue gray) from their World War II colors is a good match for sky blue. Don't use either of the Vallejo Sky Blues, they are way too bright even though they are included in the Vallejo ACW sets.